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person:"Pesaran, M. Hashem"
type_genre:"Article in journal"
~person:"Bai, Jushan"
~subject:"Korrelation"
~subject:"Schätzung"
~subject:"USA"
~type_genre:"Systematic review"
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Search: subject_exact:"Estimation theory"
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Korrelation
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Estimation theory
67
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34
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34
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23
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23
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10
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10
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8
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6
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Pesaran, M. Hashem
Bai, Jushan
Kumbhakar, Subal
17
Su, Liangjun
16
Linton, Oliver
15
Baltagi, Badi H.
13
Gao, Jiti
13
Tauchen, George Eugene
13
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12
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12
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11
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10
Li, Qi
10
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10
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9
Kapetanios, George
9
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9
Li, Jia
9
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9
Hsu, Yu-Chin
8
Lee, Lung-fei
8
Racine, Jeffrey
8
Ramírez, Miguel D.
8
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8
Francq, Christian
7
Kao, Chihwa
7
Kim, Donggyu
7
Koop, Gary
7
Li, Degui
7
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7
Maheswaran, S.
7
Shin, Yongcheol
7
Tsionas, Efthymios G.
7
White, Halbert
7
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6
Cai, Zongwu
6
Caporale, Guglielmo Maria
6
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6
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6
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6
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3
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ECONIS (ZBW)
14
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14
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1
Short T dynamic panel data models with individual, time and interactive effects
Hayakawa, Kazuhiko
;
Pesaran, M. Hashem
;
Smith, L. Vanessa
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 940-967
Persistent link: https://www.econbiz.de/10014432201
Saved in:
2
Factor-based imputation of missing values and covariances in panel data of large dimensions
Cahan, Ercument
;
Bai, Jushan
;
Ng, Serena
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 113-131
Persistent link: https://www.econbiz.de/10014340963
Saved in:
3
Econometric analysis of production networks with dominant units
Pesaran, M. Hashem
;
Yang, Cynthia Fan
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 507-541
Persistent link: https://www.econbiz.de/10012483410
Saved in:
4
Mean group estimation in presence of weakly cross-correlated estimators
Chudik, Alexander
;
Pesaran, M. Hashem
- In:
Economics letters
175
(
2019
),
pp. 101-105
Persistent link: https://www.econbiz.de/10012121199
Saved in:
5
Inferences in panel data with interactive effects using large covariance matrices
Bai, Jushan
;
Liao, Yuan
- In:
Journal of econometrics
200
(
2017
)
1
,
pp. 59-78
Persistent link: https://www.econbiz.de/10011897698
Saved in:
6
Estimation and inference of FAVAR models
Bai, Jushan
;
Li, Kunpeng
;
Lu, Lina
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
4
,
pp. 620-641
Persistent link: https://www.econbiz.de/10011692442
Saved in:
7
Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 929-960
Persistent link: https://www.econbiz.de/10011686163
Saved in:
8
Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors
Chudik, Alexander
;
Pesaran, M. Hashem
- In:
Journal of econometrics
188
(
2015
)
2
,
pp. 393-420
Persistent link: https://www.econbiz.de/10011503218
Saved in:
9
Testing panel cointegration with unobservable dynamic common factors that are correlated with the regressors
Bai, Jushan
;
Carrion i Silvestre, Josep Lluís
- In:
The econometrics journal
16
(
2013
)
2
,
pp. 222-249
Persistent link: https://www.econbiz.de/10009783333
Saved in:
10
Forecast uncertainties in macroeconomic modeling : an application to the UK economy
Garratt, Anthony
;
Lee, Kevin C.
;
Pesaran, M. Hashem
; …
- In:
Journal of the American Statistical Association : JASA
98
(
2003
)
464
,
pp. 829-838
Persistent link: https://www.econbiz.de/10001971275
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